Sharp bounds on the absolute moments of a sum of two i.i.d. random variables

DOI10.1214/AOP/1176993521MaRDI QIDQ584819zbMATH OpenOpenAlexFDO

Authors David C. Cox, Johannes H. B. Kemperman

Publication date 1983

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993521

zbMATH Keywords

best possible bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cited in

(5)

• Mean absolute deviations of sample means and minimally concentrated binomials
• On Cox-Kemperman moment inequalities for independent centered random variables
• Optimal \(L^1\)-bounds for submartingales
• Sharp Rosenthal‐type inequalities for mixtures and log‐concave variables
• Refinements of Berry-Esseen inequalities in terms of Lyapunov coefficients

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